Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 1.32% | 2.08 CHF | 2.10 CHF | 50,000 | 50,000 | 34,384 | 29,138 | 71,452 CHF | 61,200 CHF | 98.66% | 98.66% |
12/07/2024 | 1.37% | 2.21 CHF | 2.23 CHF | 50,000 | 50,000 | 34,342 | 29,000 | 69,995 CHF | 60,098 CHF | 99.63% | 99.63% |
11/07/2024 | 1.30% | 2.05 CHF | 2.07 CHF | 50,000 | 50,000 | 34,749 | 29,362 | 73,160 CHF | 62,468 CHF | 90.55% | 90.55% |
10/07/2024 | 1.45% | 2.07 CHF | 2.09 CHF | 50,000 | 50,000 | 34,391 | 29,033 | 66,931 CHF | 57,693 CHF | 97.63% | 97.63% |
09/07/2024 | 3.51% | 1.82 CHF | 1.88 CHF | 5,000 | 5,000 | 2,911 | 2,911 | 5,476 CHF | 5,669 CHF | 96.12% | 96.12% |
08/07/2024 | 3.91% | 1.72 CHF | 1.78 CHF | 5,000 | 5,000 | 2,899 | 2,899 | 4,963 CHF | 5,155 CHF | 99.52% | 99.52% |
05/07/2024 | 2.51% | 1.60 CHF | 1.66 CHF | 5,000 | 5,000 | 32,995 | 19,722 | 45,136 CHF | 27,693 CHF | 95.61% | 95.61% |
04/07/2024 | 4.80% | 1.30 CHF | 1.37 CHF | 1,000 | 1,000 | 5,622 | 2,067 | 7,509 CHF | 2,851 CHF | 94.54% | 94.54% |
03/07/2024 | 4.99% | 1.33 CHF | 1.39 CHF | 5,000 | 5,000 | 2,869 | 2,869 | 3,796 CHF | 3,986 CHF | 99.63% | 99.63% |
02/07/2024 | 6.10% | 1.14 CHF | 1.20 CHF | 5,000 | 5,000 | 2,926 | 2,926 | 3,188 CHF | 3,380 CHF | 89.74% | 89.74% |